+64.3%
XLF vs DUOL
-17.6%
+81.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.5% | -7.0% | +5.5% | -0.9% |
| 30D | -1.2% | +6.7% | -7.9% | -1.8% |
| 3M | +9.2% | +16.0% | -6.8% | +7.4% |
| 6M | +16.3% | +45.4% | -29.1% | +12.0% |
| YTD | +5.4% | -18.1% | +23.6% | +6.1% |
| 1Y | +7.6% | -53.6% | +61.2% | +12.7% |
| 3Y | +74.2% | -11.0% | +85.2% | +68.6% |
| All | +64.3% | -17.6% | +81.9% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling